I caught on to Prince late, but early enough that I caught him live on the Emancipation tour. Fantastic show. I wish I'd made the connection much earlier than I did. I can remember going up to the Civic Arena in the 80s to go to the Penguins team store and listening to the crew starting to soundcheck instruments for his show. I can't remember what tour it was, just remember hearing them hit that electronic snare over and over.
If I remember correctly, this clip was identified as being at the old (now-gone) Syria Mosque in Pittsburgh. I was at the show that night, but to see him walk in cold and tear it up like this - wow.